The structure of the colloquium combines reading and analysis of texts by major theorists and critics. Each week discussions focus on key terms and analytical lenses in the history of art and art criticism. The course is designed to allow for guest presentations on particular issues by critics and writers, just as it draws on the expertise and participation of Columbia faculty. The aim is to develop students' critical thinking and for them to learn directly from leading practitioners writing about modern and contemporary art. In addition to department faculty, writers for Artforum, Grey Room, Parkett, Texte zur Kunst, and October, among other venues, regularly participate in the colloquium.
This course provides students with a foundation to the key concepts, theories and debates in the field of Islamic studies. Interdisciplinary in scope, and wide-ranging in substantive coverage, the seminar features weekly visits by faculty from across the university. The course will utilize major approaches in the classic areas of history, law and political economy as well as sociology, anthropology, media studies, and colonial and postcolonial studies. We will critically address theoretical questions and debates about culture and civilization, religion, secularization, law and authority, nation-states, globalization, minority rights and technology. While engaging with archetypal themes in Islamic studies, this course will also concentrate on gender and sexuality, cultural production and articulations, transnational movements, and modes of religious association and ritual in everyday life. We will examine the variety of ways that Islamic norms and practices are developed, reinterpreted, embodied and regulated in contemporary Muslim societies as well as among Muslims minorities in western contexts. This seminar is a core course for the MA in Islamic Studies and will be helpful for graduate students studying the Middle East, South Asia and Africa. Qualified undergraduates may register with permission of the instructor.
This course will be the first part of a two part introduction to theoretical approaches to modern social science and cultural studies in Asian and African contexts. The first course will focus primarily on methodological and theoretical problems in the fields broadly described as historical social sciences - which study historical trends, and political, economic and social institutions and processes. The course will start with discussions regarding the origins of the modern social sciences and the disputes about the nature of social science knowledge. In the next section it will focus on definitions and debates about the concept of modernity. It will go on to analyses of some fundamental concepts used in modern social and historical analyses: concepts of social action, political concepts like state, power, hegemony, democracy, nationalism; economic concepts like the economy, labor, market, capitalism, and related concepts of secularity/secularism, representation, and identity. The teaching will be primarily through close reading of set texts, followed by a discussion. A primary concern of the course will be to think about problems specific to the societies studied by scholars of Asia and Africa: how to use a conceptual language originally stemming from reflection on European modernity in thinking about societies which have quite different historical and cultural characteristics.
Prerequisites: Department's permission.
This course (required for all first-year graduate students in the English Department) introduces students to scholarly methodologies in the study of literature and culture. The Masters Seminar operates in tandem with the Masters Colloquium [ENGL G5005], and requires short writing assignments over the course of the semester and extensive in-class participation. There are two sections of this course.
Prerequisites: MATH UN1102 and MATH UN1201 , or their equivalents.
Introduction to mathematical methods in pricing of options, futures and other derivative securities, risk management, portfolio management and investment strategies with an emphasis of both theoretical and practical aspects. Topics include: Arithmetic and Geometric Brownian ,motion processes, Black-Scholes partial differential equation, Black-Scholes option pricing formula, Ornstein-Uhlenbeck processes, volatility models, risk models, value-at-risk and conditional value-at-risk, portfolio construction and optimization methods.
,
Prerequisites: Students must meet with the instructor prior to taking the course.
This course is intended to help students increase their ability level in the four core language skills (reading, writing, listening, and speaking) from advanced to super-advanced. It serves as a bridge between mastering the overall Japanese language and using it for analysis, research, and literary criticism. This is a mandatory course for Ph.D students in Japanese Studies.
This interdisciplinary seminar explores the ways in which racial, imperial, and settler colonial regimes of power instantiate regimes of vision that determine what we see, how we see, and how we are seen. We will consider how the legitimacy and authority to rule and regulate particular populations has been inextricably linked to the concomitant power to visually survey these populations and the landscapes they inhabit. We explore how colonial modernity’s abiding legacy is the institution of a way of seeing, and hence knowing, that obscures the intimacies of imperial, racial, and settler colonial projects as they produce racial, gendered, and sexual subjectivities. Most importantly, we identify “decolonial visual practices” that speak to these submerged, co-mingled histories, and that point to their continuing resonance in the present.
Introducing students to a series of methods, methodological discussions, and questions relevant to the focus of the Masters program: urban sociology and the public interest. Three methodological perspectives will frame discussions: analytical sociology, small-n methods, and actor-network theory.
The Proseminar fulfills two separate goals within the Free-Standing Masters Program in Sociology. The first is to provide exposure, training, and support specific to the needs of Masters students preparing to move on to further graduate training or the job market. The second goal is to provide a forum for scholars and others working in qualitative reserach, public sociology, and the urban environment.
This two-semester sequence supports students through the process of finding a fieldwork site, beginning the field work required to plan for and develop a Masters thesis, and the completion of their Masters thesis.
This seminar gives you an opportunity to do original sociological research with the support of a faculty member, a teaching assistant, and your fellow classmates.
Prerequisites: Knowledge of statistics basics and programming skills in any programming language.
Surveys the field of quantitative investment strategies from a "buy side" perspective, through the eyes of portfolio managers, analysts and investors. Financial modeling there often involves avoiding complexity in favor of simplicity and practical compromise. All necessary material scattered in finance, computer science and statistics is combined into a project-based curriculum, which give students hands-on experience to solve real world problems in portfolio management. Students will work with market and historical data to develop and test trading and risk management strategies. Programming projects are required to complete this course.
Prerequisites: STAT GR5204
Introductory course on the design and analysis of sample surveys. How sample surveys are conducted, why the designs are used, how to analyze survey results, and how to derive from first principles the standard results and their generalizations. Examples from public health, social work, opinion polling, and other topics of interest.
This course covers programming with applications to finance. The applications may include such topics as yield curve building and calibration, short rate models, Libor market models, Monte Carlo simulation, valuation of financial instruments such as options, swaptions and variance swaps, and risk measurement and management, among others. Students will learn about the underlying theory, learn coding techniques, and get hands-on experience in implementing financial models and systems.
Prerequisites: STAT GR5204 or the equivalent. STAT GR5205 is recommended.
A fast-paced introduction to statistical methods used in quantitative finance. Financial applications and statistical methodologies are intertwined in all lectures. Topics include regression analysis and applications to the Capital Asset Pricing Model and multifactor pricing models, principal components and multivariate analysis, smoothing techniques and estimation of yield curves statistical methods for financial time series, value at risk, term structure models and fixed income research, and estimation and modeling of volatilities. Hands-on experience with financial data.
Prerequisites: STAT GR5205 or the equivalent.
Available to SSP, SMP Modeling and inference for random processes, from natural sciences to finance and economics. ARMA, ARCH, GARCH and nonlinear models, parameter estimation, prediction and filtering.
Prerequisites: STAT GR5203 or the equivalent.
Basics of continuous-time stochastic processes. Wiener processes. Stochastic integrals. Ito's formula, stochastic calculus. Stochastic exponentials and Girsanov's theorem. Gaussian processes. Stochastic differential equations. Additional topics as time permits.
Risk/return tradeoff, diversification and their role in the modern portfolio theory, their consequences for asset allocation, portfilio optimization. Capitol Asset Pricing Model, Modern Portfolio Theory, Factor Models, Equities Valuation, definition and treatment of futures, options and fixed income securities will be covered.
The hedge fund industry has continued to grow after the financial crisis, and hedge funds are increasingly important as an investable asset class for institutional investors as well as wealthy individuals. This course will cover hedge funds from the point of view of portfolio managers and investors. We will analyze a number of hedge fund trading strategies, including fixed income arbitrage, global macro, and various equities strategies, with a strong focus on quantitative strategies. We distinguish hedge fund managers from other asset managers, and discuss issues such as fees and incentives, liquidity, performance evaluation, and risk management. We also discuss career development in the hedge fund context.
Prerequisites: student expected to be mathematically mature and familiar with probability and statistics, arbitrage pricing theory, and stochastic processes.
The course will introduce the notions of financial risk management, review the structure of the markets and the contracts traded, introduce risk measures such as VaR, PFE and EE, overview regulation of financial markets, and study a number of risk management failures. After successfully completing the course, the student will understand the basics of computing parametric VaR, historical VaR, Monte Carlo VaR, cedit exposures and CVA and the issues and computations associated with managing market risk and credit risk. The student will be familiar with the different categories of financial risk, current regulatory practices, and the events of financial crises, especially the most recent one.